UC WAR. CALL 06/25 NOT/ DE000HD683A2 /
| 2024-08-02 9:45:25 PM | Chg.-0.0100 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | -6.67% | 0.1300 Bid Size: 10,000 |
0.1600 Ask Size: 10,000 |
Novartis AG | 115.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD683A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Novartis AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-10 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 52.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.18 |
| Parity: | -1.46 |
| Time value: | 0.19 |
| Break-even: | 116.90 |
| Moneyness: | 0.87 |
| Premium: | 0.16 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.06 |
| Spread %: | 46.15% |
| Delta: | 0.25 |
| Theta: | -0.01 |
| Omega: | 13.04 |
| Rho: | 0.20 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1200 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.69% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1457 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 142.55% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
